+0.2%
XYL vs WCC
+138.4%
-138.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.4% |
| 7D | -5.9% | +3.3% | -9.2% | -6.6% |
| 30D | -7.3% | -9.4% | +2.1% | -6.1% |
| 3M | -22.5% | -10.5% | -12.0% | -21.5% |
| 6M | -14.4% | -10.4% | -4.0% | -13.7% |
| YTD | -29.4% | +34.4% | -63.8% | -35.7% |
| 1Y | -35.6% | +27.7% | -63.3% | -40.8% |
| All | +0.2% | +138.4% | -138.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling